Anic Equity¶

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Total return since start: 0.622 %¶

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Equity now: -----------------------------> 49531.88 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45470.67 Kr¶

PnL: ---------------------------------------> 414.67 Kr¶

DD now: ---------------------------------> -6.755 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 14:28:32.175342'

Anic Portfolio¶

Today¶

Return: 1.347 %¶

This Week¶

Return: 0.464 %¶

Total portfolio value¶

Return including deposits: 62.155 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.570000 1670.400000 201.400000 13.710000 1468.999998
Sedana Medical 93 4.420000 2682.120000 161.120000 6.390000 2521.000011
Orrön Energy 180 5.300000 2165.400000 122.400000 5.990000 2043.000000
Platzer Fastigheter Holding B 12 5.320000 1021.200000 60.200000 6.260000 960.999996
Atrium Ljungberg B 5 3.830000 989.000000 54.000000 5.780000 935.000000
Catena 2 4.280000 837.600000 45.600000 5.760000 792.000000
JM 6 3.210000 906.000000 42.000000 4.860000 864.000000
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
Sagax B 4 3.280000 895.200000 41.200000 4.820000 854.000000
Hoist Finance 35 0.870000 1013.250000 33.250000 3.390000 980.000000
Hexatronic Group 12 3.120000 998.400000 31.400000 3.250000 966.999996
Bilia A 8 1.960000 917.600000 17.600000 1.960000 900.000000
BioGaia B 8 1.370000 947.200000 17.200000 1.850000 930.000000
Gränges 9 1.550000 942.300000 14.300000 1.540000 927.999999
Biotage 7 0.300000 945.700000 4.700000 0.500000 940.999997
OX2 13 1.380000 953.550000 3.550000 0.370000 949.999999
HEXPOL B 9 -0.350000 1024.200000 3.200000 0.310000 1020.999996
Clas Ohlson B 12 0.000000 974.400000 1.400000 0.140000 972.999996
EQT 4 0.530000 832.400000 0.400000 0.050000 832.000000
AcadeMedia 8 0.300000 402.000000 0.000000 0.000000 402.000000
Byggmax Group 33 -0.140000 951.720000 -4.280000 -0.450000 956.000001
ASSA ABLOY B 3 -0.190000 774.300000 -4.700000 -0.600000 779.000001
Alimak Group 11 0.000000 917.400000 -10.600000 -1.140000 927.999996
Nordic Waterproofing Holding 7 0.890000 952.000000 -15.000000 -1.550000 966.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
VEF 909 0.500000 1827.090000 -22.910000 -1.240000 1850.000436
SKF B 5 -1.850000 914.750000 -25.250000 -2.690000 940.000000
Hexagon B 26 1.150000 3429.400000 -31.600000 -0.910000 3461.000010
Indutrade 5 2.070000 1185.000000 -33.000000 -2.710000 1218.000000
Latour B 4 0.000000 818.000000 -39.000000 -4.550000 857.000000
Addnode Group B 11 -2.380000 880.000000 -41.000000 -4.450000 921.000003
Vitec Software Group B 2 0.290000 1045.000000 -42.000000 -3.860000 1087.000000
Bufab 3 -0.570000 1047.000000 -62.000000 -5.590000 1109.000001
INVISIO 16 0.670000 3624.000000 -65.000000 -1.760000 3689.000000
BHG Group 97 2.860000 1393.890000 -65.110000 -4.460000 1458.999989
TOTAL 45470.670000 414.670000 -6.75536% 45056.000411

Updated:¶

'2023-07-04 14:28:48.939495'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶